Police celebrated multiculturalism with an event at the Bendigo Police Station on Wednesday, with members of the Afghan community cooking a traditional charcoal barbecue.

The event was designed to built relationships and help new immigrants understand they can go to the police if they ever need help.

Acting Superintendent Ryan Irwin said Victoria Police was all about accepting diversity.

"Our own workforce is very, very diverse with people from all different backgrounds, cultures and religions," he said.

"We welcome it and celebrate it."

There were smiles all around as freshly-cooked chicken was served with police members mingling with people from the Afghan and Karen communities.

"It's all about us getting together with some new arrivals from overseas to show that they have our support," Acting Superintendent Irwin said.

"There's some important ties to be made, too, so that people from these communities know that they can come to us.

"It's about giving them some contacts in the event that they should need to call us."

Acting Superintendent Irwin said the event was organised some time ago but was timely given the recent publicity surrounding the mosque.

"It's really important that we not only let these people, but also the broader community know that Victoria Police is an organisation that respects other cultures, respects other people's values such as the right to worship and the right to live in peace," he said.

"Some of the comments that have been in the media recently, I don't think are representative of Bendigo.

"That's not the Bendigo that we know.

"It's not the Bendigo that we want and I think it's really unfortunate."